Deutsche Bank

Fixed Income Strategic Analytics Quantitative Modeler - Vice President

6 days agoNew York, NY

Job Description:

Job Title: Fixed Income Strategic Analytics Quantitative Modeler

Corporate Title: Vice President

Location: New York, NY


Deutsche Bank's strategic analytics group is a front-office group combining expertise in quantitative analytics, modeling, pricing and risk management, with a deep understanding of system architecture and programming. The strats team is responsible for delivery of risk and P&L and pricing platforms for the corporate and investment bank (CIB) trading businesses globally. The team deliver innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable and scalable.

You will be joining the strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk and P&L platform for trading desks within strategic analytics group. This aims to integrate front office functions into a single architecture removing duplication and operational complexity caused by fragmentation of these functions across 30+ legacy platforms, which Kannon is written in C++ and Python.

What We Offer You:

  • We offer competitive health and wellness benefits, empowering you to value life in and out of the office
  • Retirement savings plans, parental leave, and other family-friendly programs
  • An environment that encourages networking and collaboration across functions and businesses
  • Active engagement with the local community through Deutsche Bank's specialized employee groups

Return to Office:

At this time, all individuals present in the location must be fully vaccinated for Covid-19
  • It is the Bank's expectation that employees hired into this role will work in the New York office in accordance with the Bank's hybrid working model
  • Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion

Hear from our people and look inside our office: DB@The Muse

Your Key Responsibilities:
  • Work in partnership with trading, structuring, technology and operations to drive the build-out of the strategic analytics platforms
  • Responsible for implementing market data functionality in Kannon for FIC (covering interest rate (IR) curves, inflation, IR vols, and other market data)
  • Analysis, design and development of analytics for the desk within Kannon platform
  • Strong focus on business-driven opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk
  • Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience

Your Skills and Experience:
  • Strong quantitative and modelling skills, demonstrated within a financial services environment
  • Some experience developing banking applications and large-scale projects with C++ and/or Python
  • Some experience working with curves, vols and other analytic market data
  • Reasonable strong understanding of rates and credit derivatives products including exotics
  • Knowledge of front-office risk and P&L calculation; ideally investment banking front-office application delivery experience
Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Click here to find out more about our diversity and inclusion policy and initiatives.

We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the following notices: EEO is the Law poster and supplement; Employee Rights and Responsibilities under the Family and Medical Leave Act; Employee Polygraph Protection Act and Pay Transparency Nondiscrimination Provision.

Job ID: deutsche_bank-R0104508